In a large mixing bowl, combine butter and shortening. Mix on high speed until light and fluffy. Add sugar and brown sugar and mix on high for another minute. Add vanilla and one egg and continue to mix. Add second egg, and mix until well combined.

In a separate large bowl, sift together the cocoa powder, flour, baking soda, baking powder and salt. Add one-third of the dry ingredients to the butter mixture and mix on low speed until combined. Add 1/2 cup milk continuing to mix on low. Add half of the remaining dry ingredients, then another 1/2 cup milk, and mix on low. Add the remainder of the dry ingredients and the milk and mix until combined.

To make the filling, combine all the ingredients in a mixing bowl and beat on high speed until combined. Use about 2 1/2 level tablespoons of filling for each whoopie pie. Spread the filling on the flat side of half of each cookie and top with the flat side of another cookie.Refrigerate until ready to eat.